Derivatives TBA securities (Details) - TBA securities - USD ($) $ in Thousands		Sep. 30, 2018	Dec. 31, 2017
Short [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 0	$ 150,000
Cost Basis,TBA	[2]	0	(153,797)
Market value, TBA	[3]	0	(154,066)
Net carrying value, TBA	[4]	0	(269)
Long [Member] | Not Designated as Hedging Instrument, Trading
Derivative [Line Items]
Derivative, Notional Amount	[1]	761,000	795,000
Cost Basis,TBA	[2]	780,865	829,425
Market value, TBA	[3]	779,697	830,908
Net carrying value, TBA	[4]	$ (1,168)	$ 1,483

[1] Notional amount represents the par value (or principal balance) of the underlying Agency MBS as if settled as of the end of the period.

[2] Implied cost basis represents the forward price to be paid for the underlying Agency MBS as if settled as of end of the period.

[3] Implied market value represents the estimated fair value of the underlying Agency MBS as if settled as of the end of the period.

[4] Net carrying value is the amount included on the consolidated balance sheets within “derivative assets (liabilities)” and represents the difference between the implied market value and the implied cost basis of the TBA security as of the end of the period.